MCMC estimator. More...
#include <mckl/algorithm/mcmc.hpp>
Inherits mckl::Estimator< U, std::size_t, std::size_t, T &, U *>.
Public Member Functions | |
| void | estimate (std::size_t iter, T &state) |
 Public Member Functions inherited from mckl::Estimator< U, std::size_t, std::size_t, T &, U *> | |
| Estimator ()=default | |
| Estimator (std::size_t dim) | |
| Estimator (std::size_t dim, Eval &&eval) | |
| OutputIter | average (OutputIter first, std::size_t cut=0, std::size_t thin=1) const |
Get the average of estimates after cut iterations using every thin elements. More... | |
| std::enable_if_t<!std::is_convertible< Eval, int >::value > | estimate (Eval &&eval) |
| Set a new estimate evaluation method. More... | |
| Public Member Functions inherited from mckl::EstimateMatrix< U > | |
| EstimateMatrix (size_type dim) | |
| void | clear () |
| Clear the estimate matrix but preserve the dimension. More... | |
| std::size_t | dim () const noexcept |
| The dimension of the estimator. More... | |
| estimate_range | estimate (size_type i) |
| Range of an estimate. More... | |
| const_estimate_range | estimate (size_type i) const |
| Range of an estimate. More... | |
| U * | insert_estimate () |
| Add space for a new estimate, return a pointer to the new row. More... | |
| void | insert_estimate (InputIter first) |
| Add a new estimate to the bottom of the matrix. More... | |
| void | insert_estimate (size_type i, InputIter first) |
| Add a new estimate into the matrix given iteration number. More... | |
| std::size_t | num_iter () const noexcept |
| The number of iterations stored in the estimate matrix. More... | |
| void | reserve (std::size_t n) |
| Reserve space for additional iterations. More... | |
| variable_range | variable (size_type j) |
| Range of a variable. More... | |
| const_variable_range | variable (size_type j) const |
| Range of a variable. More... | |
| Public Member Functions inherited from mckl::Matrix< U, RowMajor > | |
| Matrix () noexcept(std::is_nothrow_default_constructible< Vector< U, Allocator< U > >>::value) | |
| Construct an empty matrix. More... | |
| Matrix (size_type nrow, size_type ncol) | |
Construct an nrow by ncol matrix. More... | |
| Matrix (const Matrix &)=default | |
| Copy constructor. More... | |
| Matrix (Matrix &&other) noexcept(std::is_nothrow_move_constructible< Vector< U, Allocator< U > >>::value) | |
| Move constructor. More... | |
| reference | at (size_type i, size_type j) |
| Access an element in the matrix with bound checking. More... | |
| const_reference | at (size_type i, size_type j) const |
| Access an element in the matrix with bound checking. More... | |
| iterator | begin () |
| Iterator to the upper left corner of the matrix. More... | |
| const_iterator | begin () const |
| Iterator to the upper left corner of the matrix. More... | |
| const_iterator | cbegin () const |
| Iterator to the upper left corner of the matrix. More... | |
| const_col_range | ccol (size_type i) const |
| Range of a column. More... | |
| const_iterator | cend () const |
| Iterator to one pass the lower right corner of the matrix. More... | |
| void | clear () |
| Clear the matrix of all elements. More... | |
| col_range | col (size_type i) |
| Range of a column. More... | |
| const_col_range | col (size_type i) const |
| Range of a column. More... | |
| col_iterator | col_begin (size_type i) |
| Iterator to the beginning of a column. More... | |
| const_col_iterator | col_begin (size_type j) const |
| Iterator to the beginning of a column. More... | |
| const_col_iterator | col_cbegin (size_type j) const |
| Iterator to the beginning of a column. More... | |
| const_col_iterator | col_cend (size_type j) const |
| Iterator to one pass the end of a column. More... | |
| const_reverse_col_iterator | col_crbegin (size_type j) const |
| Iterator to the end of a column. More... | |
| const_reverse_col_iterator | col_crend (size_type j) const |
| Iterator to one before the beginning of a column. More... | |
| pointer | col_data (size_type j) |
| Pointer to the beginning of a column. More... | |
| const_pointer | col_data (size_type j) const |
| Pointer to the beginning of a column. More... | |
| col_iterator | col_end (size_type j) |
| Iterator to one pass the end of a column. More... | |
| const_col_iterator | col_end (size_type j) const |
| Iterator to one pass the end of a column. More... | |
| reverse_col_iterator | col_rbegin (size_type j) |
| Iterator to the end of a column. More... | |
| const_reverse_col_iterator | col_rbegin (size_type j) const |
| Iterator to the end of a column. More... | |
| reverse_col_iterator | col_rend (size_type j) |
| Iterator to one before the beginning of a column. More... | |
| const_reverse_col_iterator | col_rend (size_type j) const |
| Iterator to one before the beginning of a column. More... | |
| size_type | col_stride () const |
The stride size of column-wise access through col_data() More... | |
| const_reverse_iterator | crbegin () const |
| Iterator to the lower right corner of the matrix. More... | |
| const_reverse_col_range | crcol (size_type i) const |
| Range of a column in reverse order. More... | |
| const_reverse_iterator | crend () const |
| Iterator one before the upper left corner of the matrix. More... | |
| const_row_range | crow (size_type i) const |
| Range of a row. More... | |
| const_reverse_row_range | crrow (size_type i) const |
| Range of a row in reverse order. More... | |
| pointer | data () |
| Pointer to the upper left corner of the matrix. More... | |
| const_pointer | data () const |
| Pointer to the upper left corner of the matrix. More... | |
| bool | empty () const |
If the matrix is empty, i.e., nrow() * ncol() == 0 More... | |
| iterator | end () |
| Iterator to one pass the lower right corner of the matrix. More... | |
| const_iterator | end () const |
| Iterator to one pass the lower right corner of the matrix. More... | |
| allocator_type | get_allocator () const |
| Return the associated allocator. More... | |
| size_type | ldim () const |
| The number of elements in the leading dimension. More... | |
| size_type | ncol () const |
| The number of columns. More... | |
| size_type | nrow () const |
| The number of rows. More... | |
| operator transpose_type () const | |
| Convert to a matrix with a different storage layout. More... | |
| reference | operator() (size_type i, size_type j) |
| Access an element in the matrix. More... | |
| const_reference | operator() (size_type i, size_type j) const |
| Access an element in the matrix. More... | |
| Matrix & | operator= (const Matrix &)=default |
| Copy assignment operator. More... | |
| Matrix & | operator= (Matrix &&other) noexcept(noexcept(data_.swap(other.data_))) |
| Move assignment operator. More... | |
| void | push_back_col (InputIter first) |
| Insert a new coloumn at the right. More... | |
| void | push_back_row (InputIter first) |
| Insert a new row at the bottom. More... | |
| reverse_iterator | rbegin () |
| Iterator to the lower right corner of the matrix. More... | |
| const_reverse_iterator | rbegin () const |
| Iterator to the lower right corner of the matrix. More... | |
| reverse_col_range | rcol (size_type i) |
| Range of a column in reverse order. More... | |
| const_reverse_col_range | rcol (size_type i) const |
| Range of a column in reverse order. More... | |
| reverse_iterator | rend () |
| Iterator one before the upper left corner of the matrix. More... | |
| const_reverse_iterator | rend () const |
| Iterator one before the upper left corner of the matrix. More... | |
| void | reserve (size_type n, size_type m) |
| Reserve storage space for the matrix. More... | |
| void | resize (size_type nrow, size_type ncol) |
| Resize the matrix. More... | |
| row_range | row (size_type i) |
| Range of a row. More... | |
| const_row_range | row (size_type i) const |
| Range of a row. More... | |
| row_iterator | row_begin (size_type i) |
| Iterator to the beginning of a row. More... | |
| const_row_iterator | row_begin (size_type i) const |
| Iterator to the beginning of a row. More... | |
| const_row_iterator | row_cbegin (size_type i) const |
| Iterator to the beginning of a row. More... | |
| const_row_iterator | row_cend (size_type i) const |
| Iterator to one pass the end of a row. More... | |
| const_reverse_row_iterator | row_crbegin (size_type i) const |
| Iterator to the end of a row. More... | |
| const_reverse_row_iterator | row_crend (size_type i) const |
| Iterator to one before the beginning of a row. More... | |
| pointer | row_data (size_type i) |
| Pointer to the first element of a row. More... | |
| const_pointer | row_data (size_type i) const |
| Pointer to the first element of a row. More... | |
| row_iterator | row_end (size_type i) |
| Iterator to one pass the end of a row. More... | |
| const_row_iterator | row_end (size_type i) const |
| Iterator to one pass the end of a row. More... | |
| reverse_row_iterator | row_rbegin (size_type i) |
| Iterator to the end of a row. More... | |
| const_reverse_row_iterator | row_rbegin (size_type i) const |
| Iterator to the end of a row. More... | |
| reverse_row_iterator | row_rend (size_type i) |
| Iterator to one before the beginning of a row. More... | |
| const_reverse_row_iterator | row_rend (size_type i) const |
| Iterator to one before the beginning of a row. More... | |
| size_type | row_stride () const |
The stride of row-wise access through row_data() More... | |
| reverse_row_range | rrow (size_type i) |
| Range of a row in reverse order. More... | |
| const_reverse_row_range | rrow (size_type i) const |
| Range of a row in reverse order. More... | |
| void | shrink_to_fit () |
| Release memory no longer needed. More... | |
| size_type | size () const |
| The total number of elements. More... | |
| void | swap (Matrix &other) noexcept(noexcept(data_.swap(other.data_))) |
| Swap two matrices. More... | |
Detailed Description
template<typename T, typename U = double>
class mckl::MCMCEstimator< T, U >
MCMC estimator.
Member Function Documentation
◆ estimate()
template<typename T , typename U = double>
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inline |
